Fokker-Planck Equation
01 Jan 1984-pp 63-95
TL;DR: In this paper, an equation for the distribution function describing Brownian motion was first derived by Fokker [11] and Planck [12] and it is shown that expectation values for nonlinear Langevin equations (367, 110) are much more difficult to obtain.
Abstract: As shown in Sects 31, 2 we can immediately obtain expectation values for processes described by the linear Langevin equations (31, 31) For nonlinear Langevin equations (367, 110) expectation values are much more difficult to obtain, so here we first try to derive an equation for the distribution function As mentioned already in the introduction, a differential equation for the distribution function describing Brownian motion was first derived by Fokker [11] and Planck [12]: many review articles and books on the Fokker-Planck equation now exist [15 – 15]
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TL;DR: In this paper, a review of recent theoretical and experimental advances in the fundamental understanding and active control of quantum fluids of light in nonlinear optical systems is presented, from the superfluid flow around a defect at low speeds to the appearance of a Mach-Cherenkov cone in a supersonic flow, to the hydrodynamic formation of topological excitations such as quantized vortices and dark solitons at the surface of large impenetrable obstacles.
Abstract: This article reviews recent theoretical and experimental advances in the fundamental understanding and active control of quantum fluids of light in nonlinear optical systems. In the presence of effective photon-photon interactions induced by the optical nonlinearity of the medium, a many-photon system can behave collectively as a quantum fluid with a number of novel features stemming from its intrinsically nonequilibrium nature. A rich variety of recently observed photon hydrodynamical effects is presented, from the superfluid flow around a defect at low speeds, to the appearance of a Mach-Cherenkov cone in a supersonic flow, to the hydrodynamic formation of topological excitations such as quantized vortices and dark solitons at the surface of large impenetrable obstacles. While the review is mostly focused on a specific class of semiconductor systems that have been extensively studied in recent years (planar semiconductor microcavities in the strong light-matter coupling regime having cavity polaritons as elementary excitations), the very concept of quantum fluids of light applies to a broad spectrum of systems, ranging from bulk nonlinear crystals, to atomic clouds embedded in optical fibers and cavities, to photonic crystal cavities, to superconducting quantum circuits based on Josephson junctions. The conclusive part of the article is devoted to a review of the future perspectives in the direction of strongly correlated photon gases and of artificial gauge fields for photons. In particular, several mechanisms to obtain efficient photon blockade are presented, together with their application to the generation of novel quantum phases.
1,469 citations
TL;DR: It is argued that elaborating principled and informed models is a prerequisite for grounding empirical neuroscience in a cogent theoretical framework, commensurate with the achievements in the physical sciences.
Abstract: The cortex is a complex system, characterized by its dynamics and architecture, which underlie many functions such as action, perception, learning, language, and cognition Its structural architecture has been studied for more than a hundred years; however, its dynamics have been addressed much less thoroughly In this paper, we review and integrate, in a unifying framework, a variety of computational approaches that have been used to characterize the dynamics of the cortex, as evidenced at different levels of measurement Computational models at different space-time scales help us understand the fundamental mechanisms that underpin neural processes and relate these processes to neuroscience data Modeling at the single neuron level is necessary because this is the level at which information is exchanged between the computing elements of the brain; the neurons Mesoscopic models tell us how neural elements interact to yield emergent behavior at the level of microcolumns and cortical columns Macroscopic models can inform us about whole brain dynamics and interactions between large-scale neural systems such as cortical regions, the thalamus, and brain stem Each level of description relates uniquely to neuroscience data, from single-unit recordings, through local field potentials to functional magnetic resonance imaging (fMRI), electroencephalogram (EEG), and magnetoencephalogram (MEG) Models of the cortex can establish which types of large-scale neuronal networks can perform computations and characterize their emergent properties Mean-field and related formulations of dynamics also play an essential and complementary role as forward models that can be inverted given empirical data This makes dynamic models critical in integrating theory and experiments We argue that elaborating principled and informed models is a prerequisite for grounding empirical neuroscience in a cogent theoretical framework, commensurate with the achievements in the physical sciences
986 citations
TL;DR: In this paper, the authors focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of such self-propelled entities in the framework of statistical mechanics.
Abstract: We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of such self-propelled entities in the framework of statistical mechanics. Examples of such active units in complex physico-chemical and biological systems are chemically powered nano-rods, localized patterns in reaction-diffusion system, motile cells or macroscopic animals. Based on the description of individual motion of point-like active particles by stochastic differential equations, we discuss different velocity-dependent friction functions, the impact of various types of fluctuations and calculate characteristic observables such as stationary velocity distributions or diffusion coefficients. Finally, we consider not only the free and confined individual active dynamics but also different types of interaction between active particles. The resulting collective dynamical behavior of large assemblies and aggregates of active units is discussed and an overview over some recent results on spatiotemporal pattern formation in such systems is given.
944 citations
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TL;DR: The Levy walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker, and has been widely used in many fields.
Abstract: Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in which the dispersal process is faster than dictated by Brownian diffusion. The Levy walk model combines two key features, the ability to generate anomalously fast diffusion and a finite velocity of a random walker. Recent results in optics, Hamiltonian chaos, cold atom dynamics, bio-physics, and behavioral science demonstrate that this particular type of random walks provides significant insight into complex transport phenomena. This review provides a self-consistent introduction to Levy walks, surveys their existing applications, including latest advances, and outlines further perspectives.
527 citations
TL;DR: Analysis of conditions enabling self-organized synchronization in oscillator networks that serve as coarse-scale models for power grids finds that whereas more decentralized grids become more sensitive to dynamical perturbations, they simultaneously become more robust to topological failures.
Abstract: Robust synchronization (phase locking) of power plants and consumers centrally underlies the stable operation of electric power grids. Despite current attempts to control large-scale networks, even their uncontrolled collective dynamics is not fully understood. Here we analyze conditions enabling self-organized synchronization in oscillator networks that serve as coarse-scale models for power grids, focusing on decentralizing power sources. Intriguingly, we find that whereas more decentralized grids become more sensitive to dynamical perturbations, they simultaneously become more robust to topological failures. Decentralizing power sources may thus facilitate the onset of synchronization in modern power grids.
483 citations
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TL;DR: In this paper, the probability of a given succession of (nonequilibrium) states of a spontaneously fluctuating thermodynamic system is calculated, on the assumption that the macroscopic variables defining a state are Gaussian random variables whose average behavior is given by the laws governing irreversible processes.
Abstract: The probability of a given succession of (nonequilibrium) states of a spontaneously fluctuating thermodynamic system is calculated, on the assumption that the macroscopic variables defining a state are Gaussian random variables whose average behavior is given by the laws governing irreversible processes.This probability can be expressed in terms of the dissipation function; the resulting relation, which is an extension of Boltzmann's principle, shows the statistical significance of the dissipation function. From the form of the relation, the principle of least dissipation of energy becomes evident by inspection.
1,544 citations
TL;DR: In this article, a unified development of the subject of quantum electrodynamics is outlined, embodying the main features both of the Tomonaga-Schwinger and of the Feynman radiation theory.
Abstract: A unified development of the subject of quantum electrodynamics is outlined, embodying the main features both of the Tomonaga-Schwinger and of the Feynman radiation theory. The theory is carried to a point further than that reached by these authors, in the discussion of higher order radiative reactions and vacuum polarization phenomena. However, the theory of these higher order processes is a program rather than a definitive theory, since no general proof of the convergence of these effects is attempted.The chief results obtained are (a) a demonstration of the equivalence of the Feynman and Schwinger theories, and (b) a considerable simplification of the procedure involved in applying the Schwinger theory to particular problems, the simplification being the greater the more complicated the problem.
863 citations
TL;DR: In this paper, the diffusion matrix of the Fokker Planck equation is used as a contravariant metric tensor in phase space, and the covariance of the Langevin-equations and the fokker equation is demonstrated.
Abstract: The Fokker Planck equation is considered as the master equation of macroscopic fluctuation theories. The transformation properties of this equation and quantities related to it under general coordinate transformations in phase space are studied. It is argued that all relations expressing physical properties should be manifestly covariant, i.e. independent of the special system of coordinates used. The covariance of the Langevin-equations and the Fokker Planck equation is demonstrated. The diffusion matrix of the Fokker Planck equation is used as a contravariant metric tensor in phase space. Covariant drift vectors associated to the Langevin- and the Fokker Planck equation are found. It is shown that special coordinates exist in which the covariant drift vector of the Fokker Planck equation and the usual non-covariant drift vector are equal. The physical property of detailed balance and the equivalent potential conditions are given in covariant form. Finally, the covariant formulation is used to study how macroscopic forces couple to a system in a non-equilibrium steady state. A general fluctuation-dissipation theorem for the linear response to such forces is obtained.
201 citations
TL;DR: In this article, the first two terms of the Kramers-Moyal expansion of the Fokker-Planck equation were used to approximate the linear Boltzmann integral operator.
Abstract: In general, transformation of the linear Boltzmann integral operator to a differential operator leads to a differential operator of infinite order. For purposes of mathematical tractability this operator is usually truncated at a finite order and thus questions arise as to the validity of the resulting approximation. In this paper we show that the linear Boltzmann equation can be properly approximated only by the first two terms of the Kramers-Moyal expansion; i.e., the Fokker-Planck equation, with the retention of a finite number of higher-order terms leading to a logical inconsistency.
194 citations
Journal Article•
194 citations